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At least 145 records · Page 8Linked to original sources

Generalized master equation via aging continuous-time random walks.

We discuss the problem of the equivalence between continuous-time random walk (CTRW) and generalized master equation (GME). The walker, making instantaneous jumps from one site of the lattice to another, resides in each site for extended times. The sojourn times have a distribution density psi(t) that is assumed to be an inverse power law with the power index micro. We assume that the Onsager principle is fulfilled, and we use this assumption to establish a complete equivalence between GME and the Montroll-Weiss CTRW. We prove that this equivalence is confined to the case where psi(t) is an exponential. We argue that is so because the Montroll-Weiss CTRW, as recently proved by Barkai [E. Barkai, Phys. Rev. Lett. 90, 104101 (2003)], is nonstationary, thereby implying aging, while the Onsager principle is valid only in the case of fully aged systems. The case of a Poisson distribution of sojourn times is the only one with no aging associated to it, and consequently with no need to establish special initial conditions to fulfill the Onsager principle. We consider the case of a dichotomous fluctuation, and we prove that the Onsager principle is fulfilled for any form of regression to equilibrium provided that the stationary condition holds true. We set the stationary condition on both the CTRW and the GME, thereby creating a condition of total equivalence, regardless of the nature of the waiting-time distribution. As a consequence of this procedure we create a GME that is a bona fide master equation, in spite of being non-Markov. We note that the memory kernel of the GME affords information on the interaction between system of interest and its bath. The Poisson case yields a bath with infinitely fast fluctuations. We argue that departing from the Poisson form has the effect of creating a condition of infinite memory and that these results might be useful to shed light on the problem of how to unravel non-Markov quantum master equations.

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Weak limits for quantum random walks.

We formulate and prove a general weak limit theorem for quantum random walks in one and more dimensions. With X(n) denoting position at time n, we show that X(n)/n converges weakly as n--> infinity to a certain distribution which is absolutely continuous and of bounded support. The proof is rigorous and makes use of Fourier transform methods. This approach simplifies and extends certain preceding derivations valid in one dimension that make use of combinatorial and path integral methods.

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Persistent random walk on a site-disordered one-dimensional lattice: photon subdiffusion.

We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density f(t). Depending on the behavior of f(t) near t=0, diffusive and subdiffusive transports are predicted by the disorder expansion of the mean square-displacement and the effective medium approximation. Monte Carlo simulations confirm the anomalous diffusion of photons. To observe photon subdiffusion experimentally, we suggest a dielectric film stack for realization of a distribution f(t).

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Translational free random walk of spins in the presence of a parabolic magnetic field.

The free random walk approach has been used to analyze the attenuation of the NMR signal due to spin dephasing in the presence of a constant and pulsed parabolic magnetic field. The spin echo sequence was chosen to examine the attenuation of the NMR signal resulting from self-diffusion. In the framework of the gaussian approach, the long-time limit calculations predict more pronounced diffusion weighting for the parabolic field than for linear magnetic field. Analytical results were obtained and compared with those from other approaches based on a variety of different of approximations.

Electromagnetic Fields↗

From continuous time random walks to the fractional fokker-planck equation

We generalize the continuous time random walk (CTRW) to include the effect of space dependent jump probabilities. When the mean waiting time diverges we derive a fractional Fokker-Planck equation (FFPE). This equation describes anomalous diffusion in an external force field and close to thermal equilibrium. We discuss the domain of validity of the fractional kinetic equation. For the force free case we compare between the CTRW solution and that of the FFPE.

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Renormalized random walk study of oxygen absorption in the human lung.

The possibility to renormalize random walks is used to study numerically the oxygen diffusion and permeation in the acinus, the diffusion cell terminating the mammalian airway tree. This is done in a 3D tree structure which can be studied from its topology only. The method is applied to the human acinus real morphology as studied by Haefeli-Bleuer and Weibel in order to compute the respiratory efficiency of the human lung. It provides the first quantitative evidence of the role of diffusion screening in real 3D mammalian respiration. The net result of this study is that, at rest, the efficiency of the human acinus is only of order 33%. Application of these results to CO2 clearance provides for the first time a theoretical support to the empirical relation between the O2 and CO2 partial pressures in blood.

Bronchi↗

Continuous-time random-walk model for financial distributions.

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollar-deutsche mark future exchange, finding good agreement between theory and the observed data.

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Quantum to classical transition for random walks.

We look at two possible routes to classical behavior for the discrete quantum random walk on the integers: decoherence in the quantum "coin" which drives the walk, or the use of higher-dimensional (or multiple) coins to dilute the effects of interference. We use the position variance as an indicator of classical behavior and find analytical expressions for this in the long-time limit; we see that the multicoin walk retains the "quantum" quadratic growth of the variance except in the limit of a new coin for every step, while the walk with decoherence exhibits "classical" linear growth of the variance even for weak decoherence.

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Evidence for the organization of chromatin in megabase pair-sized loops arranged along a random walk path in the human G0/G1 interphase nucleus.

We determined the folding of chromosomes in interphase nuclei by measuring the distance between points on the same chromosome. Over 25,000 measurements were made in G0/G1 nuclei between DNA sequences separated by 0.15-190 megabase pairs (Mbp) on three human chromosomes. The DNA sequences were specifically labeled by fluorescence in situ hybridization. The relationship between mean-square interphase distance and genomic separation has two linear phases, with a transition at approximately 2 Mbp. This biphasic relationship indicates the existence of two organizational levels at scales > 100 kbp. On one level, chromatin appears to be arranged in large loops several Mbp in size. Within each loop, chromatin is randomly folded. On the second level, specific loop-attachment sites are arranged to form a supple, backbonelike structure, which also shows characteristic random walk behavior. This random walk/giant loop model is the simplest model that fully describes the observed large-scale spatial relationships. Additional evidence for large loops comes from measurements among probes in Xq28, where interphase distance increases and then locally decreases with increasing genomic separation.

Cell Cycle↗

The random walk function in the analysis of time-activity curves from dynamic radionuclide studies.

The random walk function is a mathematical function derived from studies of the mass transport and flow of diffusible materials through tubes. Approximations to the function were first used some time ago in the field of cardiac tracer dilution curves, but in the absence of rapid and reproducible curve fitting the method never became commonplace. The current study uses the latest curve-fitting techniques and shows how the method may be used with precision in the analysis of time-activity curves from dynamic oesophageal and blood flow studies. The physiological basis of the method is given and parameters obtained which relate to both the rate of flow and the local dispersion of the bolus.

Esophagus↗

Distribution of sizes of erased loops of loop-erased random walks in two and three dimensions.

We show that in the loop-erased random-walk problem, the exponent characterizing the probability distribution of areas of erased loops is superuniversal. In d dimensions, the probability that the erased loop has an area A varies as A(-2) for large A, independent of d, for 2< or =d< or =4. We estimate the exponents characterizing the distribution of perimeters and areas of erased loops in d=2 and 3 by large-scale Monte Carlo simulations. Our estimate of the fractal dimension z in two dimensions is consistent with the known exact value 5/4. In three dimensions, we get z=1.6183+/-0.0004. The exponent for the distribution of the durations of avalanches in the three-dimensional Abelian sandpile model is determined from this by using scaling relations.

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Random walks with absolute negative mobility.

We introduce simple non-Markovian modifications to the standard random walk resulting in absolute negative mobility, i.e., the response to an external force is always opposite to the direction of the force.

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Asymptotic analysis of a random walk with a history-dependent step length.

We study an unbiased, discrete-time random walk on the nonnegative integers, with the origin absorbing, and a history-dependent step length. Letting y denote the maximum distance the walker has ever been from the origin, steps that do not change y have length v, while those that increase y (taking the walker to a site that has never been visited) have length n. The process serves as a simplified model of spreading in systems with an infinite number of absorbing configurations. Asymptotic analysis of the probability generating function shows that, for large t, the survival probability decays as S(t) approximately t(-delta), with delta=v/2n. Our expression for the decay exponent is in agreement with the results obtained via numerical iteration of the transition matrix.

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Quantum Monte Carlo method using phase-free random walks with slater determinants.

We develop a quantum Monte Carlo method for many fermions using random walks in the space of Slater determinants. An approximate approach is formulated with a trial wave function |Psi(T)> to control the phase problem. Using a plane-wave basis and nonlocal pseudopotentials, we apply the method to Be, Si, and P atoms and dimers, and to bulk Si supercells. Single-determinant wave functions from density functional theory calculations were used as |Psi(T)> with no additional optimization. The calculated binding energies of dimers and cohesive energy of bulk Si are in excellent agreement with experiments and are comparable to the best existing theoretical results.

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Traversal times for random walks on small-world networks.

We study the mean traversal time for a class of random walks on Newman-Watts small-world networks, in which steps around the edge of the network occur with a transition rate that is different from the rate for steps across small-world connections. When f>>F, the mean time to traverse the network exhibits a transition associated with percolation of the random graph (i.e., small-world) part of the network, and a collapse of the data onto a universal curve. This transition was not observed in earlier studies in which equal transition rates were assumed for all allowed steps. We develop a simple self-consistent effective-medium theory and show that it gives a quantitatively correct description of the traversal time in all parameter regimes except the immediate neighborhood of the transition, as is characteristic of most effective-medium theories.

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Limiting probability distribution for a random walk with topological constraints.

The joint limiting probability distribution is studied for the two-dimensional random walk with topological constraints, omega(2ns), on Z(2) lattice, where 2n is its total length and (0</=s</=1). The expression for the density of finite-dimensional limiting probability distribution pi{xi(n)(s(1)),xi(n)(s(2)),.,xi(n)(s(r))} where xi(n)(s) = omega(2ns)/n(1/4), is described.

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